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Settlement method of Eurodollar futures and the expiration day effects

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Settlement method of Eurodollar futures and the expiration day effects

Stabile, Giovanni A (1994) Settlement method of Eurodollar futures and the expiration day effects. Masters thesis, Concordia University.

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Abstract

"This paper examines any abnormal change in the trading volume, three-month LIBOR, daily and intraday volatility of Eurodollar futures prices around expiration days over a ten year period."--Abstract.

Divisions:Concordia University > John Molson School of Business
Item Type:Thesis (Masters)
Authors:Stabile, Giovanni A
Pagination:ix, 111 leaves ; 29 cm.
Institution:Concordia University
Degree Name:Theses (M.Sc.Admin.)
Program:Faculty of Commerce and Administration
Date:1994
Thesis Supervisor(s):Park, Tae H
ID Code:4200
Deposited By:Concordia University Libraries
Deposited On:27 Aug 2009 15:37
Last Modified:08 Dec 2010 10:37
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